-0.3%
SPOT vs LYB
+47.4%
-47.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.7% | +9.3% | +4.9% |
| 7D | +16.6% | -6.2% | +22.8% | +16.9% |
| 30D | +29.9% | +6.3% | +23.6% | +29.6% |
| 3M | +31.3% | +4.1% | +27.2% | +31.0% |
| 6M | +43.2% | -15.5% | +58.7% | +43.5% |
| YTD | +8.1% | +50.2% | -42.2% | +4.0% |
| 1Y | -0.3% | +50.6% | -50.9% | -4.9% |
| All | -0.3% | +47.4% | -47.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling